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Ajuda Scilab >> Linear Algebra > Factorization > sqroot

sqroot

fatoração hermitiana W*W'

Seqüência de Chamamento

sqroot(X)

Parâmetros

X

matriz simétrica, não-negativa definida de reais ou complexos

Descrição

Retorna W tal que X=W*W' (usa SVD).

Exemplos

X=rand(5,2)*rand(2,5);X=X*X';
W=sqroot(X)
norm(W*W'-X,1)
//
X=rand(5,2)+%i*rand(5,2);X=X*X';
W=sqroot(X)
norm(W*W'-X,1)

Ver Também

  • chol — Cholesky factorization
  • svd — decomposição em valores singulares
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Last updated:
Tue Apr 02 17:37:04 CEST 2013